+224.0%
SAP vs ROK
+270.1%
-46.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -2.2% |
| 7D | +1.5% | -11.0% | +12.5% | +4.8% |
| 30D | +8.8% | -8.2% | +17.0% | +11.1% |
| 3M | +12.1% | -8.5% | +20.5% | +14.2% |
| 6M | +34.6% | -12.0% | +46.5% | +37.5% |
| YTD | -2.1% | +3.1% | -5.2% | -6.5% |
| 1Y | -5.5% | +2.9% | -8.4% | -9.8% |
| 3Y | +67.4% | +60.7% | +6.8% | +28.9% |
| 5Y | +74.6% | +29.5% | +45.1% | +42.7% |
| 10Y | +224.0% | +262.6% | -38.6% | +82.3% |
| All | +224.0% | +270.1% | -46.1% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling